Perpustakaan judul masih dalam tahap pengembangan, admin siap menampung kritik dan saran
PENCARIAN STOKASTIK HEURISTIK PADA ALGORITMA
GENETIK UNTUK OPTIMASI PORTOFOLIO
SRI JUWITA NURCHAYATI (2003) | Skripsi | Teknik Informatika , Teknik Informatika
Bagikan
Ringkasan
Investment in shares is one of many kinds of efforts which is sensitive to
losses and profits. Due to its speculative nature, the prospects of profit will
depend very much on luck factor. One way to suppress the risk and maximize
profit is by share portfolio. Share portfolio classifies capitals into shares based on
the profit previously earned.
In order to avoid big losses, investors must be keen in choosing the right
shares and the proportion of shares. This can be done by a search process to arrive
at an optimal result starting with an estimate and rechecking before the decision is
made.
Genetic Algorithm is a biologically inspired stochastic and heuristics
maximization process that randomly selects two potential solutions from a
population of potential solutions. The process of Genetic Algorithm is based on
the natural selection mechanism and biological genetics to determine the structure
of high quality individuals in one population.
Each problem solving by Genetic Algorithm should be efficient and
effective, especially in making chromosome representation to the problem and
also in determining the code type related to the choice of elementary operator, that
is reproduction, crossover and mutation. Determination of a good fitness function
will have an effect on the solution to be obtained.
Ringkasan Alternatif
Investment in shares is one of many kinds of efforts which is sensitive to
losses and profits. Due to its speculative nature, the prospects of profit will
depend very much on luck factor. One way to suppress the risk and maximize
profit is by share portfolio. Share portfolio classifies capitals into shares based on
the profit previously earned.
In order to avoid big losses, investors must be keen in choosing the right
shares and the proportion of shares. This can be done by a search process to arrive
at an optimal result starting with an estimate and rechecking before the decision is
made.
Genetic Algorithm is a biologically inspired stochastic and heuristics
maximization process that randomly selects two potential solutions from a
population of potential solutions. The process of Genetic Algorithm is based on
the natural selection mechanism and biological genetics to determine the structure
of high quality individuals in one population.
Each problem solving by Genetic Algorithm should be efficient and
effective, especially in making chromosome representation to the problem and
also in determining the code type related to the choice of elementary operator, that
is reproduction, crossover and mutation. Determination of a good fitness function
will have an effect on the solution to be obtained.